Shape Mixture Models Based on Multivariate Extended Skew Normal Distributions

被引：1

作者：

Tian, Weizhong ^{[1
,2
]}

Wang, Tonghui ^{[3
]}

Wei, Fengrong ^{[4
]}

Dai, Fang ^{[1
]}

机构：

[1] Xian Univ Technol, Sch Sci, Xian 710054, Shaanxi, Peoples R China

[2] Eastern New Mexico Univ, Dept Math Sci, Portales, NM 88130 USA

[3] New Mexico State Univ, Dept Math Sci, Las Cruces, NM 88003 USA

[4] Univ West Georgia, Dept Math, Carrollton, GA 30018 USA

来源：

PREDICTIVE ECONOMETRICS AND BIG DATA | 2018年 / 753卷

关键词：

QUADRATIC-FORMS;

D O I：

10.1007/978-3-319-70942-0_20

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper, the class of the shape mixtures of extended skew normal distributions is introduced. The posterior distributions for the shaped parameters are obtained. The moment generating functions for the posterior distributions of the shaped parameters are discussed. Also Bayesian analysis for this shape mixture model is studied.

引用

页码：273 / 286

页数：14

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